The lights of "4WD" and "2WD" are flashing in alternance and the bike is always in 4wheel drive even if the selective button is move.
I have check the electric connection and every thing seems to be O.K. And when I remove the 10 amp fuse of the "E/G BRK Control" only the light of "2WD" is flashing but the bike is always in 4 wheel drive.

 

I suspect your 2wd/4wd actuator is messed up somehow. I say this because you said it will always stay in 4wd, plus the information below.

From the owners manual:

Flashing 2wd/4wd indicator lights signal a malfunction of the Kawasaki engine braking control (K-EBC) system or the selectable 2wd/4wd system.
A flashing inteval of 0.5 seconds indicates a malfunction with the 2wd/4wd actuator, a 1 second interval indicates the K-EBC actuator is malfunctioning, a 2 second interval if both actuators are malfunctioning.
Whichever the case, see an authorized Kawasaki dealer for repair.

 

take it to the dealer, it SHOULD be covered under warranty. if not, and the actuator is bad, your lookin at 300 bux to do it yourself.